Well, I've got to say I really like Once, just because I find it different from the kind of sound nightwish used to present. However all of their albums are very good, and I have a really hard time trying to pick one I like the most, but I think I'd say "Wishmaster".
Evanescense is nothing like Nightwish. I don't really understand how you can compare. Instrumentally, Nightwish's songs are a lot more complex, and the sound is completely different. Besides, Tarja's voice (even though she's not NW singer anymore) is a lot more powerfull and versatile that Amy Lee's. She sings almost the same way on every bloody song, that's why I don't really like Evanescence. Her vocals really annoy me, and I don't really like the instrumentals either.
Therion doesn't always use female vocals, so I don't think you can really compare. However they are a *great* band, and any metal fan should at least know them.
I think that who likes evansence would be really surprised with some bands in the metal world (and with female vocalists), but they're different. More versatile, more techical, and I think better.
Almost all the suggestions have been made, so I won't be making any